+25.0%
FLEX vs CAG
-6.8%
+31.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.0% | -18.3% | -8.6% |
| 7D | -17.0% | +9.7% | -26.7% | -11.6% |
| 30D | -33.8% | +15.8% | -49.6% | -27.3% |
| 3M | -39.0% | +1.8% | -40.8% | -36.7% |
| 6M | -15.9% | +11.5% | -27.4% | -7.2% |
| YTD | +27.8% | -6.7% | +34.6% | +30.8% |
| 1Y | +25.0% | -5.6% | +30.6% | +27.5% |
| All | +25.0% | -6.8% | +31.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling